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The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
We consider inverse curvature flows in the $(n+1)$-dimensional Euclidean space, $n\geq 2,$ expanding by arbitrary negative powers of a 1-homogeneous, monotone curvature function $F$ with some concavity properties. We obtain asymptotical…
Transport properties of a two-band system with spectral nodes are studied in the presence of random scattering. Starting from a Grassmann functional integral, we derive a bosonic representation that is based on random phase fluctuations.…
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
We make a consistent derivation, from the governing equations, of the pressure transfer function in the small-amplitude Stokes wave regime and the hydrostatic approximation in the small-amplitude solitary water wave regime, in the presence…
We consider the transport of passive admixture in locally homogeneous isotropic reflectionally noninvariant turbulence of incompressible fluid. It is shown that anomalous convective flow appears which direction does not coincide with that…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
We study the transport of inertial Brownian particles in steady laminar flows in the presence of two-dimensional Gaussian potentials. Through extensive numerical simulations, it is found that the transport is sensitively dependent on the…
We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…
We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…
Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
Asymptotic normality for the natural volume measure of random polytopes generated by random points distributed uniformly in a convex body in spherical or hyperbolic spaces is proved. Also the case of Hilbert geometries is treated and…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
Steady fluid flows have very special topology. In this paper we describe necessary and sufficient conditions on the vorticity function of a 2D ideal flow on a surface with or without boundary, for which there exists a steady flow among…
We derive the pressure tensor and the heat flux to accompany the new macroscopic conservation equations that we developed previously in a volume-based kinetic framework for gas flows. This kinetic description allows for expansion or…
In this paper, we study the existence, uniqueness and asymptotic behavior of rotationally symmetric translating solitons of the mean curvature flow in Minkowski space. We also study the asymptotic behavior and the strict convexity of…
We investigate the dynamics of Brownian particles in internal state- dependent symmetric and periodic potentials. Although no space or time symmetry of the Hamiltonian is broken, we show that directed transport can appear. We demonstrate…
We use the vorticity transportation equation as the start point--with the help of stream function for two-dimensional planar incompressible flows--to obtain exact solutions that characterize evolution and dynamics of the flows. These…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…